{
  "id": "1401.4542",
  "version": "v4",
  "published": "2014-01-18T14:04:24.000Z",
  "updated": "2014-04-02T02:11:15.000Z",
  "title": "Convergence rate of stability problems of SDEs with (dis-)continuous coefficients",
  "authors": [
    "Hashimoto Hashimoto",
    "Takahiro Tsuchiya"
  ],
  "comment": "Revised argument in $L^p$-estimation",
  "categories": [
    "math.PR"
  ],
  "abstract": "We consider the stability problems of one dimensional SDEs when the diffusion coefficients satisfy the so called Nakao-Le Gall condition. The explicit rate of convergence of the stability problems are given by the Yamada-Watanabe method without the drifts. We also discuss the convergence rate for the SDEs driven by the symmetric $\\alpha$ stable process. These stability rate problems are extended to the case where the drift coefficients are bounded and in $L^1$. It is shown that the convergence rate is invariant under the removal of drift method for the SDEs driven by the Wiener process.",
  "revisions": [
    {
      "version": "v4",
      "updated": "2014-04-02T02:11:15.000Z"
    }
  ],
  "analyses": {
    "subjects": [
      "60H35",
      "41A25",
      "60H10"
    ],
    "keywords": [
      "stability problems",
      "convergence rate",
      "continuous coefficients",
      "sdes driven",
      "nakao-le gall condition"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 0,
      "language": "en",
      "license": "arXiv",
      "status": "editable",
      "adsabs": "2014arXiv1401.4542H"
    }
  }
}